Codex Wiki
OurBigBook.com
Site
Source code
LDL decomposition
(
A
=
L
D
L
T
)
Home
Mathematics
Area of mathematics
Analysis
Numerical analysis
Numerical linear algebra
OurBigBook.com
Words: 42
An LDL decomposition of a real symmetric matrix is
A
=
L
D
L
T
,
(202)
where
L
is unit lower triangular and
D
is diagonal. Symmetric elimination computes it one
Schur complement
at a time. The matrix is positive definite exactly when every diagonal pivot in
D
is positive.
Ancestors
(6)
Numerical linear algebra
Numerical analysis
Analysis
Area of mathematics
Mathematics
Home
Incoming links
(1)
Solution